Advanced prostate cancer is the second leading cause of death from cancer in the United States. In the era of cancer immunotherapy, it was the first malignancy to demonstrate improved survival with a cancer-specific vaccine; thus, proving that prostate cancer is an immune responsive disease. However, the success with immune checkpoint therapies in metastatic prostate cancer has been limited to date with only a subset of patients experiencing clinical benefit. The relative lack of response could be attributed to patient selection based on clinical attributes and the tumor microenvironment. Here, we review the current data on immune checkpoint therapies in prostate cancer and propose future directions.